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Python client to get historical data from eoddata web service.

License: The Unlicense

Python 99.43% Batchfile 0.35% Shell 0.22%

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eoddata-client's Issues

Amazing work!!

This Client API is really useful, thanks!

subscription

Hey what subscription do i need to use this please?

gold silver,....

thx a lot,

Fons

No handler for Eoddata Response message MSG_NO_DATA_AVAILABLE

Fixed in eoddata_client.py, but cannot upload a file or issue a pull request in this repository.

Add a new message type:
MSG_NO_DATA_AVAILABLE = 'No data available'

Add a new Error class:
class NoDataAvailableError(Error):

Update def process_response to include

elif message == MSG_NO_DATA_AVAILABLE:
        raise NoDataAvailableError(message);

Problems with symbol_history_period_by_range() with 'w' or 'm' as a period

symbol_history_period_by_range() fails with 'd' and 'w'
The XML response from eoddata.com is missing the the Symbol attribute in at least one element. This results in a KeyError. Eoddata has not responded regarding this issue.

<RESPONSE xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://ws.eoddata.com/Data" Source="Data.SymbolHistoryPeriodByDateRange" Message="Success" Date="0001-01-01T00:00:00">
<QUOTES>
<QUOTE Symbol="NFLX" Description="Netflix Inc" Name="Netflix Inc" DateTime="2017-05-22T00:00:00" Open="157.86" High="158.6" Low="156.43" Close="157.16" Volume="3744000" OpenInterest="0" Previous="0" Change="0" Bid="0" Ask="0" PreviousClose="0" NextOpen="0" Modified="2017-05-22T13:01:05.44"/>
<QUOTE Symbol="NFLX" Description="Netflix Inc" Name="Netflix Inc" DateTime="2017-05-23T00:00:00" Open="157.75" High="158.31" Low="156.8" Close="157.95" Volume="3370900" OpenInterest="0" Previous="0" Change="0" Bid="0" Ask="0" PreviousClose="0" NextOpen="0" Modified="2017-05-23T15:49:19"/>
<QUOTE Symbol="NFLX" Description="Netflix Inc" Name="Netflix Inc" DateTime="2017-05-24T00:00:00" Open="158.35" High="158.48" Low="157.17" Close="157.75" Volume="2989700" OpenInterest="0" Previous="0" Change="0" Bid="0" Ask="0" PreviousClose="0" NextOpen="0" Modified="2017-05-24T16:07:48.783"/>
<QUOTE Symbol="NFLX" Description="Netflix Inc" Name="Netflix Inc" DateTime="2017-05-25T00:00:00" Open="161" High="164.1" Low="160.55" Close="163.05" Volume="8560900" OpenInterest="0" Previous="0" Change="0" Bid="0" Ask="0" PreviousClose="0" NextOpen="0" Modified="2017-05-25T16:00:52.4"/>
<QUOTE Symbol="NFLX" Description="Netflix Inc" Name="Netflix Inc" DateTime="2017-05-26T00:00:00" Open="162.84" High="163.05" Low="161.12" Close="162.43" Volume="4834200" OpenInterest="0" Previous="0" Change="0" Bid="0" Ask="0" PreviousClose="0" NextOpen="0" Modified="0001-01-01T00:00:00"/>

<QUOTE DateTime="2017-05-29T00:00:00" Open="162.43" High="162.43" Low="162.43" Close="162.43" Volume="0" OpenInterest="0" Previous="0" Change="0" Bid="0" Ask="0" PreviousClose="0" NextOpen="0" Modified="0001-01-01T00:00:00"/>

<QUOTE Symbol="NFLX" Description="Netflix Inc" Name="Netflix Inc" DateTime="2017-05-30T00:00:00" Open="163.6" High="164.75" Low="162.77" Close="163.44" Volume="3057913" OpenInterest="0" Previous="0" Change="0" Bid="0" Ask="0" PreviousClose="0" NextOpen="0" Modified="2017-05-30T12:36:32.783"/>
</QUOTES>
</RESPONSE>

  File "/Users/xxx/SpyderProjects/charts/charts.py", line 51, in load_symbol
    df = eod_data.symbol_history_period_by_range('NASDAQ', 'NFLX',  dt.datetime.strptime('2015-05-28', '%Y-%m-%d'), dt.datetime.today(), 'w', output_format='data-frame')

  File "/Users/xxx/SpyderProjects/charts/eoddata_client/eoddata_client.py", line 133, in wrapper
    result = func(*args, **kwargs)

  File "/Users/xxx/SpyderProjects/charts/eoddata_client/eoddata_client.py", line 601, in symbol_history_period_by_range
    quote = EodDataQuoteExtended.from_xml(quote_xml)

  File "/Users/xxx/SpyderProjects/charts/eoddata_client/business_entities.py", line 271, in from_xml
    symbol=quote_dict['Symbol'],

KeyError: 'Symbol'

Download limit?

Is there some sort of download limit that eoddata imposes? I've written a script to download intra-day data for three markets @ 10 and 30 minute intervals, using

quote_list_by_date_period_compact(exchange, date, period,  output_format="data-frame")

The idea is that I import this data nightly to build up some history. However, sometimes this works beautifully, but other times the request simply times out and I get an empty dataframe. It always takes quite a long time (many 10s of seconds) per request.

Fail to login

Thanks for the code. Could you please let me know whether this code is still working now? I try to use this code to access data from EODDATA, but it always fails to login and replies "Invalid Username or Password", which I'm sure is correct and works well when login through browser.

Amazing work!

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